Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52073.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47917.88 Kr¶

PnL: ---------------------------------------> -1014.12 Kr¶

DD now: ---------------------------------> -1.971 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 12:05:19.857791'

Anic Portfolio¶

Today¶

Return: -0.369 %¶

This Week¶

Return: -0.464 %¶

Total portfolio value¶

Return including deposits: 70.475 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
BHG Group 49 1.770000 705.600000 66.600000 10.420000 638.999984
Svolder B 35 -2.810000 2241.750000 62.750000 2.880000 2179.000005
Embracer Group B 26 0.870000 723.320000 61.320000 9.260000 661.999988
Vitrolife 3 -0.410000 721.200000 44.200000 6.530000 677.000001
Biotage 4 1.830000 644.400000 41.400000 6.870000 603.000000
Profoto Holding 7 5.000000 617.400000 35.400000 6.080000 581.999999
Addnode Group B 6 2.580000 786.600000 34.600000 4.600000 751.999998
SynAct Pharma 9 2.720000 679.500000 34.500000 5.350000 645.000003
Xvivo Perfusion 3 -0.170000 879.000000 34.000000 4.020000 845.000001
Gaming Innovation Group 161 1.360000 4210.150000 22.150000 0.530000 4187.999942
Humana 40 0.230000 693.600000 19.600000 2.910000 674.000000
Eastnine 6 -0.890000 667.200000 10.200000 1.550000 657.000000
Addtech B 3 -0.680000 704.400000 4.400000 0.630000 699.999999
Sdiptech B 3 -0.070000 824.400000 2.400000 0.290000 822.000000
Volati 5 0.000000 572.000000 -2.000000 -0.350000 574.000000
Fortnox 10 2.620000 665.800000 -2.200000 -0.330000 668.000000
Latour B 2 -0.400000 443.200000 -5.800000 -1.290000 449.000000
NCC B 7 0.000000 645.400000 -8.600000 -1.310000 653.999997
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 -0.020000 647.250000 -10.750000 -1.630000 657.999999
Indutrade 5 0.380000 1304.000000 -16.000000 -1.210000 1320.000000
BONESUPPORT HOLDING 10 -0.490000 1208.000000 -16.000000 -1.310000 1224.000000
Nolato B 12 -0.570000 623.400000 -24.600000 -3.800000 648.000000
SCA A 4 -2.730000 570.400000 -28.600000 -4.770000 599.000000
Lime Technologies 2 -0.720000 554.000000 -39.000000 -6.580000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Creades A 7 0.320000 553.000000 -58.000000 -9.490000 610.999998
Ambea 68 0.440000 2476.560000 -60.440000 -2.380000 2537.000032
Investor A 16 0.140000 3446.400000 -98.600000 -2.780000 3545.000000
Lundin Gold 7 -1.910000 861.000000 -113.000000 -11.600000 973.999999
New Wave B 40 -1.160000 3701.600000 -214.400000 -5.470000 3916.000000
Sedana Medical 135 -4.150000 4112.100000 -218.900000 -5.050000 4330.999935
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 -0.980000 2604.800000 -362.200000 -12.210000 2966.999993
TOTAL 47917.880000 -1014.120000 -1.9709% 48931.999868

Updated:¶

'2023-06-16 12:05:36.617514'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶